|
No.
|
Name of subject/Conference Name
|
Year
|
Site
|
| 1. |
Testing and Quantifying Economic Resilience(18th CFE-CMStatistics)
|
Holding date :
2024.12.14
- 2024.12.16
Presentation date :
2024.12.16 |
|
| 2. |
Synergies Between Current and Future Warming Levels and ENSO Episodes on Extreme Events(Workshop "Energy Transition and Climate Change")
|
Holding date :
2024.9.27
- 2024.9.28
Presentation date :
2024.9.27 |
|
| 3. |
The Trend Effect of Foreign Exchange Intervention(Econometrics Workshop, National Taipei University)
|
Holding date :
Presentation date :
2024.8.29 |
|
| 4. |
Testing and Quantifying Economic Resilience(Kansai Econometrics Study Group Meeting)
|
Holding date :
2024.1.6
- 2024.1.7
Presentation date :
2024.1.6 |
|
| 5. |
The Trend Effect of Foreign Exchange Intervention(Econometrics Seminar (Keio University))
|
Holding date :
Presentation date :
2023.10.24 |
Keio University |
| 6. |
The Trend Effect of Foreign Exchange Intervention(The 4th TWID International Finance Conference)
|
Holding date :
Presentation date :
2023.8.9 |
The University of Tokyo |
| 7. |
Anthropogenic Influence on Extremes and Risk Hotspots(Transdisciplinary Econometrics and Data Science Seminar / Economics Seminar at Nanyang Technological University)
|
Holding date :
Presentation date :
2022.11.8 |
Nanyang Technological University (online) |
| 8. |
Anthropogenic Influence on Extremes and Risk Hotspots(NBER-NSF Time Series Conference)
|
Holding date :
Presentation date :
2022.9.23 |
Boston University |
| 9. |
Identifying Common and Idiosyncratic Explosive Behaviors in the Large Dimensional Factor Model with an Application to U.S. State-Level House Prices(The 16th International Symposium on Econometric Theory and Applications)
|
Holding date :
Presentation date :
2022.7.21 |
Yonsei University |
| 10. |
Reserves and Risk: Evidence from China(Summer Workshop on Economic Theory)
|
Holding date :
2020.8.23
Presentation date :
2020.8.23 |
Otaru University of Commerce |
| 11. |
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence(Seminar (National Chengchi University))
|
Holding date :
Presentation date :
2020.5.29 |
National Chengchi University (online) |
| 12. |
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets(Nanyang Econometrics Workshop)
|
Holding date :
Presentation date :
2020.1.17 |
南洋理工大学，シンガポール |
| 13. |
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model(Applied Statistics and Econometrics Workshop and Data Science Workshop)
|
Holding date :
Presentation date :
2019.11.21 |
東北大学 |
| 14. |
The Great Moderation: Updated Evidence with Joint Tests for Multiple Structural Changes in Variance and Persistence(Macro Workshop)
|
Holding date :
Presentation date :
2019.11.1 |
早稲田大学 |
| 15. |
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model(Economics Seminar (National Taipei University))
|
Holding date :
Presentation date :
2019.10.21 |
国立台北大学，台湾新北市 |
| 16. |
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(Helsinki Graduate School of Economics Seminar)
|
Holding date :
Presentation date :
2019.9.22 |
ヘルシンキ大学，フィンランド・ヘルシンキ市 |
| 17. |
Testing Jointly for Structural Changes in the Error Variance and Coefficients of a Linear Regression Model(NBER-NSF Time Series Conference)
|
Holding date :
Presentation date :
2019.8.14 |
香港中文大学，香港 |
| 18. |
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets(15th International Symposium on Econometric Theory and Applications)
|
Holding date :
Presentation date :
2019.6.1 |
大阪大学 |
| 19. |
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets(Pi-Day Econometrics Conference at Boston University)
|
Holding date :
Presentation date :
2019.3.14 |
ボストン大学，アメリカ合衆国 |
| 20. |
*Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(12th International Conference on Computational and Financial Econometrics)
|
Holding date :
Presentation date :
2018.12.15 |
ピサ大学，イタリア |
| 21. |
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(Midwest Econometric Conference)
|
Holding date :
Presentation date :
2018.10.27 |
ウィスコンシン大学，アメリカ合衆国 |
| 22. |
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(Econometrics Seminar)
|
Holding date :
Presentation date :
2018.10.19 |
ボストン大学，アメリカ合衆国 |
| 23. |
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(CIREQ Seminar)
|
Holding date :
Presentation date :
2018.10.5 |
マギル大学，カナダ |
| 24. |
Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances(5th Conference of International Association for Applied Econometrics)
|
Holding date :
Presentation date :
2018.6.27 |
ケベック大学モントリオール校，カナダ |
| 25. |
Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets(Economic Seminar (Academia Sinica))
|
Holding date :
Presentation date :
2017.8.15 |
中央研究院，台湾台北市 |
| 26. |
*Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(Workshop on Advances in Econometrics 2017)
|
Holding date :
Presentation date :
2017.6.30 |
函館市 |
| 27. |
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(4th Conference of International Association for Applied Econometrics)
|
Holding date :
Presentation date :
2017.6.26 |
札幌市 |
| 28. |
*Testing for Speculative Bubbles in Large-Dimensional Financial Panel Data Sets(Workshop on Macroeconomic and Financial Time Series Analysis)
|
Holding date :
Presentation date :
2017.6.2 |
ランカスター大学，英国ランカスター市 |
| 29. |
Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(10th International Conference on Computational and Financial Econometrics)
|
Holding date :
Presentation date :
2016.12.10 |
セビリア大学，スペイン |
| 30. |
Testing for Speculative Bubbles in Large Dimensional Financial Panel Data Sets(Japan-Korea Allied Conference in Econometrics)
|
Holding date :
Presentation date :
2016.11.19 |
一橋大学 |
| 31. |
Asymptotic Inference for Common Factor Models in the Presence of Jumps(12th International Symposium on Econometric Theory and Applications)
|
Holding date :
Presentation date :
2016.10.16 |
ウエスタンオンタリオ大学、カナダ |
| 32. |
*Bootstrap Inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(Hitotsubashi Summer Institute Workshop)
|
Holding date :
Presentation date :
2016.8.6 |
一橋大学 |
| 33. |
Is the Renminbi a Safe Haven?(Twelfth Annual Conference of Asia-Pacific Economic Association)
|
Holding date :
Presentation date :
2016.7.14 |
International Management Institute Kolkata, インド・カルカッタ市 |
| 34. |
*Asymptotic Inference for Common Factor Models in the Presence of Jumps(The 25th South Taiwan Statistics Conference)
|
Holding date :
Presentation date :
2016.6.24 |
国立中山大学, 台湾高雄市 |
| 35. |
*Asymptotic Inference for Common Factor Models in the Presence of Jumps(AJRC and HIAS Joint Conference on Recent Issues in Finance and Macroeconomics)
|
Holding date :
Presentation date :
2016.3.22 |
オーストラリア国立大学，豪州キャンベラ市 |
| 36. |
Asymptotic Inference for Common Factor Models in the Presence of Jumps(Society for Nonlinear Dynamics and Econometrics 24th Annual Symposium)
|
Holding date :
Presentation date :
2016.3.10 |
アラバマ大学，米国アラバマ州タスカルーサ市 |
| 37. |
Asymptotic Inference for Common Factor Models in the Presence of Jumps(12th International Symposium on Econometric Theory and Applications)
|
Holding date :
Presentation date :
2016.2.18 |
ワイカト大学，ニュージーランド・ハミルトン市 |
| 38. |
Asymptotic Inference for Common Factor Models in the Presence of Jumps(9th International Conference on Computational and Financial Econometrics)
|
Holding date :
Presentation date :
2015.12.12 |
ロンドン大学，英国ロンドン市 |
| 39. |
Asymptotic Inference for Common Factor Models in the Presence of Jumps(Econometrics Seminar)
|
Holding date :
Presentation date :
2015.9.29 |
Keio University, Japan |
| 40. |
Asymptotic Inference for Common Factor Models in the Presence of Jumps(Japanese Joint Statistical Meeting)
|
Holding date :
Presentation date :
2015.9.8 |
Okayama University, Japan |
| 41. |
*Asymptotic Inference for Common Factor Models in the Presence of Jumps(Hitotsubashi Summer Institute)
|
Holding date :
Presentation date :
2015.8.4 |
一橋大学 |
| 42. |
A Modified Confidence Set for the Structural Break Date in Linear Regression Models(The 2nd Conference of International Association for Applied Econometrics)
|
Holding date :
Presentation date :
2015.6.25 |
マケドニア大学，ギリシア |
| 43. |
*Intra-Safe Haven Currency Behavior During the Global Financial Crisis(International Conference on the New Normal in the Post-Crisis Era)
|
Holding date :
Presentation date :
2015.5.22 |
香港城市大学，香港 |
| 44. |
A Modified Confidence Set for the Structural Break Date in Linear Regression Models(Kansai Econometrics Study Group)
|
Holding date :
Presentation date :
2015.1.10 |
大阪大学 |
| 45. |
On Structural Change and Forecast Performance Stability in Japanese Phillips Curve Models(Special Lecture on Advanced Science)
|
Holding date :
Presentation date :
2015.1.9 |
Research Center for Advanced Science and Technology, The University of Tokyo, Japan |
| 46. |
*A Modified Confidence Set for the Structural Break Date in Linear Regression Models(Sogan-Hitotsubashi Conference on Econometrics)
|
Holding date :
Presentation date :
2014.12.13 |
西江大学，韓国 |
| 47. |
Testing for Factor Loading Structural Change under Common Breaks(Canadian Econometric Study Group Annual Meeting)
|
Holding date :
Presentation date :
2014.10.5 |
サイモンフレーザー大学，カナダ |
| 48. |
A Modified Confidence Set for the Structural Break Date in Linear Regression Models(Summer Workshop on Economic Theory)
|
Holding date :
Presentation date :
2014.8.8 |
小樽商科大学 |
| 49. |
On Structural Change and Forecast Performance Stability in Japanese Phillips Curve Models(Macroeconomics Workshop)
|
Holding date :
Presentation date :
2014.6.5 |
The University of Tokyo |
| 50. |
Testing for Factor Loading Structural Change under Common Breaks(The 10th International Symposium on Econometric Theory and Applications)
|
Holding date :
Presentation date :
2014.5.29 |
台湾中央研究院 |
| 51. |
Testing for Factor Loading Structural Change under Common Breaks(The Applied Statistics Workshop (University of Tokyo))
|
Holding date :
Presentation date :
2014.5.2 |
The University of Tokyo |
| 52. |
Testing for Factor Loading Structural Change under Common Breaks(Society for Nonlinear Dynamics and Econometrics 22nd Annual Symposium)
|
Holding date :
Presentation date :
2014.4.17 |
ニューヨーク市立大学バルーク校 |
| 53. |
*On Structural Change and Forecast Performance Stability in Japanese Phillips Curve(Finance Time Series Workshop (Hiroshima University of Economics))
|
Holding date :
Presentation date :
2014.3.3 |
Hiroshima University of Economics, Japan |
| 54. |
Testing for Factor Loading Structural Change Under Common Breaks(Applied Economics Workshop (Development Bank of Japan))
|
Holding date :
Presentation date :
2014.1.30 |
日本政策投資銀行 |
| 55. |
Large Versus Small Foreign Exchange Interventions(Economics Seminar (GRIPS))
|
Holding date :
Presentation date :
2014.1.22 |
政策研究大学院大学 |
| 56. |
*時系列分析とパネルデータ分析の基礎と実践(社会制度と幸福感に関する研究会)
|
Holding date :
Presentation date :
2013.12.7 |
同志社大学 |
| 57. |
On Power Properties of Factor Loading Structural Change Tests under Common Breaks(Economics Seminar (Hiroshima University))
|
Holding date :
Presentation date :
2013.10.10 |
Hiroshima University, Japan |
| 58. |
On Power Properties of Factor Loading Structural Change Tests under Common Breaks(Econometrics Seminar (Boston University))
|
Holding date :
Presentation date :
2013.9.20 |
ボストン大学 |
| 59. |
On Power Properties of Factor Loading Structural Change Tests under Common Breaks(Japanese Joint Statistical Meeting)
|
Holding date :
Presentation date :
2013.9.11 |
Osaka University, Japan |
| 60. |
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(Econometric Society European Meeting)
|
Holding date :
Presentation date :
2013.8.28 |
イエーテボリ大学，スウェーデン |
| 61. |
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(Econometric Society Asian Meeting)
|
Holding date :
Presentation date :
2013.8.3 |
シンガポール国立大学 |
| 62. |
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(The 9th International Symposium on Econometric Theory and Applications)
|
Holding date :
Presentation date :
2013.7.21 |
成均館大学，韓国 |
| 63. |
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(Econometric Society Australasian Meeting)
|
Holding date :
Presentation date :
2013.7.12 |
シドニー大学，オーストラリア |
| 64. |
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(2013 Japanese Economic Association Spring Meeting)
|
Holding date :
Presentation date :
2013.6.22 |
University of Toyama |
| 65. |
On Power Properties of Factor Loading Structural Change Tests under Common Breaks(Econometrics Seminar (Kyoto University))
|
Holding date :
Presentation date :
2013.5.29 |
京都大学 |
| 66. |
*Estimating and Testing Multiple Structural Changes in Linear Models by Band Spectral Regressions(Western Economic Association 10th Biennial Pacific Rim Conference)
|
Holding date :
Presentation date :
2013.3.17 |
慶應大学 |
| 67. |
*Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(International Conference "Frontiers in Macroeconometrics")
|
Holding date :
Presentation date :
2013.3.2 |
一橋大学 |
| 68. |
Forecasting with Non-spurious Factors in U.S. Macroeconomic Time Series(Kansai Econometrics Workshop)
|
Holding date :
Presentation date :
2013.1.13 |
Hitotsubashi University, Japan |
| 69. |
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests(2012 Hitotsubashi-Sogan Conference on Econometrics)
|
Holding date :
Presentation date :
2012.11.17 |
韓国 |
| 70. |
Time Instability of the US monetary system: Multiple Break Tests and Reduced Rank TVP VAR(The 11th World Meeting of the International Society for Bayesian Analysis)
|
Holding date :
Presentation date :
2012.6.26 |
京都 |
| 71. |
*Bootstrap inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(Japan Association for Applied Economics Spring Meeting)
|
Holding date :
Presentation date :
2012.6.10 |
Fukuoka University, Japan |
| 72. |
Estimating and Testing Multiple Structural Changes in Linear Models by Band Spectral Regressions(Canadian Econometric Study Group Meeting)
|
Holding date :
Presentation date :
2011.10.22 |
ライアソン大学，カナダ・トロント市 |
| 73. |
Bootstrap inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(2011 North American Summer Meeting of Econometric Society)
|
Holding date :
Presentation date :
2011.6.11 |
セントルイス・ワシントン大学，セントルイス，アメリカ合衆国 |
| 74. |
Bootstrap inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(The 5th CIREQ Time Series Conference)
|
Holding date :
Presentation date :
2011.5.27 |
モントリオール大学，カナダ・モントリオール市 |
| 75. |
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors(Hitotsubashi Macro-Econometrics Conference)
|
Holding date :
Presentation date :
2011.2.19 |
Hitotsubashi University, Japan |
| 76. |
Using OLS to Estimate and Test for Structural Changes in Models with Endogenous Regressors(Nagoya Conference on Public Economics and Macroeconomics)
|
Holding date :
Presentation date :
2010.12.26 |
Nagoya University, Japan |
| 77. |
Bootstrap inference for Impulse Response Functions in Factor-Augmented Vector Autoregressions(Canadian Econometric Study Group Meeting)
|
Holding date :
Presentation date :
2010.10.22 |
ブリティッシュコロンビア大学，カナダ・バンクーバー市 |
